BNP Paribas Call 44 SYF 17.01.2025
/ DE000PC39K51
BNP Paribas Call 44 SYF 17.01.202.../ DE000PC39K51 /
| 09/08/2024 21:50:27 |
Chg.+0.040 |
Bid21:55:56 |
Ask21:55:56 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.570EUR |
+7.55% |
0.570
Bid Size: 27,600 |
0.600
Ask Size: 27,600 |
Synchrony Financiall |
44.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
PC39K5 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Synchrony Financiall |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
44.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
31/01/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.47 |
| Intrinsic value: |
0.24 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.27 |
| Parity: |
0.24 |
| Time value: |
0.36 |
| Break-even: |
46.31 |
| Moneyness: |
1.06 |
| Premium: |
0.09 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.03 |
| Spread %: |
5.26% |
| Delta: |
0.66 |
| Theta: |
-0.02 |
| Omega: |
4.68 |
| Rho: |
0.10 |
Quote data
| Open: |
0.530 |
| High: |
0.580 |
| Low: |
0.530 |
| Previous Close: |
0.530 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.75% |
| 1 Month |
|
|
-16.18% |
| 3 Months |
|
|
-5.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.570 |
0.440 |
| 1M High / 1M Low: |
1.000 |
0.440 |
| 6M High / 6M Low: |
1.000 |
0.270 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.494 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.749 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.507 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
174.40% |
| Volatility 6M: |
|
163.34% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
